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> That is the nice thing about IQFeed.
You just buy the data and that's what you pay for,
Agreed 100%.
But could you please tell me, if you are just
paying for the DATA alone, shouldn't you expect the QUALITY data
?
I mean NO BAD TICKS, reliable API, no ZERO prices
sent in OHL fields during pre-market hours, etc ?
Why everyone expects the developer of the
charting application to fix ALL DATA problems
that DATA VENDOR should fix in first place?
Why am I forced to implement hundreds of
workarounds to make IQFeed data usable ?
Why IQFeed sells the same data 2x cheaper to
QuoteTracker?
Why don't they implement ANY fix to their API for
over one year from pointing out all problems ?
Why should I spend enormous amount of time working
on IQFeed plugin considering the fact that it generates ZERO REVENUE for me
?
( I didn't receive ANY commission from IQFeed
)
<FONT
size=2>Best
regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE dir=ltr
>
----- Original Message -----
<DIV
>From:
ed
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, April 20, 2004 2:43
PM
Subject: Re: [amibroker] Re: IQFeed
plugin version 1.5.1 released
ok thanks for the explanation.
Possibly I am switching to eSignal Premier though
... The thing with eSignal (what I think is annoying) is that I wish they
would sell just the data for a good price. Now you get charting and all kind
of scanning stuff that we program ourselves in Amibroker and other stuff
like news you actually do not want and ofcourse this is included in the
price. That is the nice thing about IQFeed. You just buy the data and that's
what you pay for,
rgds, Ed
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=independent_opinion@xxxxxxx
href="">global_investor
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, April 20, 2004 2:15
PM
Subject: [amibroker] Re: IQFeed plugin
version 1.5.1 released
--- In <A
href="">amibroker@xxxxxxxxxxxxxxx,
"Tomasz Janeczko" <<A
href="">amibroker@x...>wrote:>
Hello,> > A new version of IQFeed plugin (1.5.1) has been
released to> <A
href="">http://www.amibroker.com/iqfeed.html>
> Direct link: <A
href="">http://www.amibroker.com/bin/IQFeed1510.exe>
now we have the old bug again. I know this experience
;-)Open & Low of last (rightmost) bar is now always 0 again,
when thebase-interval is daily.Well, as a workaround I'll try if
it's possible to install Amibrokertwo times, each installation with a
different version of the IQFeedplugin.To Ed: The important thing
to note here is that data withbase-interval daily does NOT contain
any bad ticks. Your QQQexample was a daily chart generated
by compressing 1 minute bars. Ofcourse, if you compress bars with
bad ticks (garbage in), you getagain bars with bad ticks (garbage
out).But if the backfill is done with daily-bars (instead of minute
data),there is no spike problem and the data is wonderfully
clean. Whichmeans that with IQFeed one would be able
to look at clean dailycharts, updated in realtime without any spikes, if
only the plugindidn't contain any logic errors. The fact that
daily data doesn't have bad ticks has something to dowith how the IQFeed
historical data architecture is working: dailydata is NOT generated from
tick data (so it cannot include bad ticks),but minute data
is.> It implements bad data filter which is based on ATR
(average truerange).> The filter is turned ON by default and uses
9-bar ATR of High-Low range.> If next bar High-Low range exceeds X
times ATR then this bar dataare filtered> to eliminate
spikes.> > You can control both averaging (ATR) period and X
(the detectionthreshold)> from File->Database
Settings->Configure.> > You can also TURN OFF the filter
already by going to> File->Database Settings then clicking
CONFIGURE button andUNCHECKING "Enable" flag in > "CONFIGURE"
dialog.> > Please note that filter by default runs
ATR(9) and if current dailyH-L range> exceeds by default 4
(four) times the ATR then it considers this baras a spike.>
> This may or may not be correct for each and every symbol.
(Myexperiments shows> that this is good choice but I was checking
only Nasdaq 100 symbols).> > You may increase the threshold
from default 4 to say 5.> > Anyway as I wrote many times the
filtering or fixing bad ticksshould be done by feed> on
tick-by-tick level (not on minute bars) since only that way itcan be
accurate.> And this is what I am hoping for in API
3.0.> > Anyway I have done already more than I planned (I have
planned towait for bad tick filter in IQFeedyes, filtering on
the plug-in level doesn't make much sense as youneed all individual
ticks instead of ticks in aggregated form (=minute
bars).Therefore instead of the ATR-filter, it would be very helpful
if theplug-in was simply working correctly when the base-time interval
is daily(see rationale above).Btw: Maybe Jay Froscheiser
from DTN Market access is following thisthread. This problem with
the IQFeed plugin underscores why Istrongly argued for making IQFeed's
API publically available (withoutthe $300 licencse fee).Even
though I'm busy with a lot of other things I have to work on, Icertainly
would be interested in developing an own IQFeed plug-in forAmibroker
which could also be released to the public. (I would dothe
plugin development in Java, however, and TRY to do the integrationwith
Amibroker via Java's JNI interface, the latter would be thehardest
part.) What's more, the plug-in development could ideallyeven be
an open source project, hence allowing a peer review of thesourcecode
and in turn better elimination of bugs!).best
regards,Wolfgang S.Send BUG REPORTS to
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